+158.1%
PM vs NVTS
-36.0%
+194.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.1% |
| 7D | +0.5% | +3.9% | -3.4% | +0.6% |
| 30D | -3.2% | -4.3% | +1.1% | -3.2% |
| 3M | +6.2% | -34.5% | +40.7% | +6.1% |
| 6M | +7.7% | -57.7% | +65.4% | +7.6% |
| YTD | +27.3% | +25.4% | +1.9% | +27.2% |
| 1Y | +32.8% | +13.1% | +19.6% | +32.7% |
| 3Y | +150.0% | +48.9% | +101.1% | +149.0% |
| 5Y | +164.2% | -51.8% | +216.0% | +155.2% |
| All | +158.1% | -36.0% | +194.1% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling